Borradores de Economia
Número:
894
Publicado:
Clasificación JEL:
C11, C23, C51, D24, G21, G32
Palabras clave:
Bank Efficiency, Bayesian Inference, heterogeneity, Random Parameters

Lo más reciente
Luis Armando Galvis-Aponte, Adriana Isabel Ortega-Arrieta, Adriana Marcela Rivera-Zárate
Carola Müller, Matias Ossandon Busch, Miguel Sarmiento, Freddy A. Pinzón-Puerto
Francisco Javier Lasso-Valderrama, Mario Andrés Ramos-Veloza
We present a stochastic frontier model with random ineficiency parameters which is able to capture the influence of risk-taking on bank eficiency and that distingues those effects among banks with different characteristics. Cost and profit efficiency are